+196.6%
AMD vs SPG
+75.4%
+121.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.9% | -16.4% | -16.8% |
| 7D | -28.6% | +5.0% | -33.6% | -30.5% |
| 30D | -37.7% | +12.3% | -50.0% | -41.9% |
| 3M | -16.1% | +1.9% | -18.0% | -17.4% |
| 6M | +13.8% | +14.4% | -0.6% | +2.9% |
| YTD | +88.8% | +26.5% | +62.3% | +58.3% |
| 1Y | +57.8% | +30.7% | +27.1% | +29.0% |
| 3Y | +260.3% | +122.6% | +137.7% | +87.4% |
| 5Y | +196.6% | +73.3% | +123.3% | +69.6% |
| All | +196.6% | +75.4% | +121.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling